Truth is, some effects running in front of an overdriven preamp can sound good in the right context … filters, vibes, phasers, compression, flangers and others.  When you run delays and reverbs into the front of a dirty / overdriven preamp, the compression works almost the same as an extra “feedback” or “repeats” amplifying stage for the delay, meaning it amplifies the repeats, in some cases A LOT …

There may be situations where you want that, but if you prefer a more natural and easier to control decay to your reverb or delay, then definitely put those effects in the loop.